Probabilistic approach to homogenization of a non-divergence form semilinear PDE with non-periodic coefficients

DOI10.1016/J.BULSCI.2013.07.001MaRDI QIDQ2453522zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 10 June 2014

Published in Bulletin des Sciences Mathématiques (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.bulsci.2013.07.001

zbMATH Keywords

averagingbackward stochastic differential equationshomogenizationS-topologysemilinear PDEsSobolev solutionCesàro limit

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Semilinear elliptic equations (35J61) Homogenization in context of PDEs; PDEs in media with periodic structure (35B27) PDEs with randomness, stochastic partial differential equations (35R60) Applications of stochastic analysis (to PDEs, etc.) (60H30) Transition functions, generators and resolvents (60J35) Stochastic integral equations (60H20)

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Cited in

(9)

• A strong convergence rate of the averaging principle for two-time-scale forward-backward stochastic differential equations
• Homogenization of a semilinear parabolic PDE with locally periodic coefficients: a probabilistic approach
• Probabilistic approach to singular perturbations of semilinear and quasilinear parabolic PDEs
• Homogenization of semilinear PDEs with discontinuous averaged coefficients
• A stochastic representation for fully nonlinear PDEs and its application to homogenization
• Homogenization of a periodic degenerate semilinear elliptic PDE
• BSDEs, convergence in law and homogenization of semilinear parabolic SDEs
• On dynamical systems perturbed by a null-recurrent motion: the general case
• Weak solution of semi-linear PDE, BSDE and homogenization

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